Residual based tests for cointegration : their actual size under aggregation over time
by Nlandu Mamingi
| Year of publication: |
1993
|
|---|---|
| Authors: | Mamingi, Nlandu |
| Institutions: | State University of New York at Albany / Department of Economics (contributor) |
| Publisher: |
Albany, NY : Dep. of Economics, State Univ. of New York |
| Subject: | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Aggregation | Theorie | Theory |
| Extent: | 44 S |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000860434